From Markowitz to modern risk management

European Journal of Finance

Volumn 15, Issue 5-6, 2009, Pages 451-461

  Alexander, Gordon J ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Conditional value at risk; Risk management; Stress testing; Value at risk

Indexed keywords

EID: 70449704361     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470902853566     Document Type: Article

References (15)

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